I don’t see how having COC and being under someone else are mutually exclusive? Having COC just means you have the will to stand above others, which Zoro certainly has. He wants to conquer the world of swordsmanship and be so famous that his name will reach the heavens. Having COC doesn’t mean that you can’t value someone else or their dream over your own.
Look at Boa, she has COC but if Luffy told her jump, she’d say ‘how high?’. Likewise, Ace gave up on becoming pirate king and adamantly felt that Whitebeard deserved the throne. Doesn’t mean that either of them don’t have strong wills or that they aren’t conquerors in their own right. It simply means that they’re capable of putting their egos aside from someone else, which is more a compliment to Ace and Boa than anything else.
I don’t think Oda wanted COC to = douchebag egotist leader that won’t accept orders from anyone ever. He simply wanted it to differentiate exceptional individuals with exceptional willpower. Remember how Boa was incredibly touched when Luffy, a fellow COC user, bowed his head and asked for Marguerite to be released? Similarly, if Zoro has COC, it will only bolster the sheer depth of his loyalty to Luffy.